STRATEGY VWAP MOMENTUM

20251113 (Thursday, DoW=4)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 13

Periodo: 2025-11-13 00:49:00 - 2025-11-13 22:59:00

Exposure Days: 1

Trades per Day: 13.00

Avg Duration: 84.08 min

Median Duration: 61.00 min

PERFORMANCE

Total Profit: $5,905.00

Avg Profit: $454.23

Median Profit: $-345.00

Std Profit: $1,788.12

Profit Factor: 1.82

WIN/LOSS

Win Rate: 41.7%

Winners / Losers: 5 / 7 (Ratio: 1:2)

Gross Profit: $13,080.00

Gross Loss: $-7,175.00

Avg Winner: $2,180.00

Avg Loser: $-1,025.00

Avg Winner / Avg Loser: (Ratio: 1:2.13)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-4,500.00

Sharpe Ratio: 0.25

Sortino Ratio: 0.77

Ulcer Index: 36.76

EXIT REASONS

TARGET exits: 5 (38.5%)

STOP exits: 4 (30.8%)

EOD exits: 1 (7.7%)

LONG ENTRIES (BUY)

Total LONG: 5

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-1,330.00

Avg P&L: $-266.00

SHORT ENTRIES (SELL)

Total SHORT: 8

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $7,235.00

Avg P&L: $904.38

CUMULATIVE P&L